+47.4%
JHX vs KGC
-5.3%
+52.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.5% | +0.8% | +5.8% |
| 7D | +13.3% | -6.8% | +20.1% | +15.5% |
| 30D | +17.1% | -9.2% | +26.3% | +20.3% |
| 3M | +4.1% | -9.1% | +13.2% | +6.1% |
| 6M | +48.5% | -25.7% | +74.1% | +60.6% |
| YTD | +42.3% | -23.6% | +65.9% | +58.4% |
| 1Y | +47.4% | -4.3% | +51.7% | +68.2% |
| All | +47.4% | -5.3% | +52.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling